One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,7,8,5)(9,10,13,16)(11,14,17,21)(12,19,20,15)(18,24,23,22)(25,26,28,33,29,31,35,30)(27,32,34,39,36,38,40,37)(1,3,4,8)(2,5,6,7)(11,17)(12,20)(14,21)(15,19)(26,30)(27,34)(28,35)(31,33)(36,40)(37,39)(2,6)(5,7)(9,11,13,17)(10,14,16,21)(12,18,20,23)(15,22,19,24)(26,31)(30,33)(32,38)(37,39)(3,8)(5,7)(11,17)(14,21)(18,23)(22,24)(25,27,35,40,29,36,28,34)(26,32,30,37,31,38,33,39)(9,12,13,20)(10,15,16,19)(11,18,17,23)(14,22,21,24)(27,36)(32,38)(34,40)(37,39)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.